DATA PREPROCESSING

SSE50 index data

Individual Stock Data

First, we import all the data for individual stocks, these stocks contains all the stocks that appeared in the SSE 50 Index since year 2015. We can do this by getting all the stock in the SSE 50 Indexat the start of year 2015 and add the changed stocks into the list.

Now, we can get the data of each stock and do the data cleaning

Now we took 3 of them and check.

Now, let's double check there is missing values in the whole 111 stock datasets.